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In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

Nonparanormal models describe the joint distribution of multivariate responses via latent Gaussian, and thus parametric, copulae while allowing flexible nonparametric marginals. Some aspects of such distributions, for example conditional…

Methodology · Statistics 2025-12-16 Torsten Hothorn

Phylogenetics, the inference of evolutionary trees from molecular sequence data such as DNA, is an enterprise that yields valuable evolutionary understanding of many biological systems. Bayesian phylogenetic algorithms, which approximate a…

Populations and Evolution · Quantitative Biology 2016-10-27 Vu Dinh , Aaron E. Darling , Frederick A. Matsen

Many recent advances in large scale probabilistic inference rely on variational methods. The success of variational approaches depends on (i) formulating a flexible parametric family of distributions, and (ii) optimizing the parameters to…

Machine Learning · Statistics 2018-02-22 Christian A. Naesseth , Scott W. Linderman , Rajesh Ranganath , David M. Blei

Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…

Methodology · Statistics 2026-02-06 Matthew J Simpson , James S Bennett , Alexander Johnston , Ruth E Baker

Monte Carlo sampling techniques have broad applications in machine learning, Bayesian posterior inference, and parameter estimation. Often the target distribution takes the form of a product distribution over a dataset with a large number…

Methodology · Statistics 2019-09-19 Charles Matthews , Jonathan Weare

A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes…

Statistics Theory · Mathematics 2022-09-07 Barry C. Arnold , B. G. Manjunath

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Methodology · Statistics 2021-07-27 Jeanett S. Pelck , Rodrigo Labouriau

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

Many DNA profiles recovered from crime scene samples are of a quality that does not allow them to be searched against, nor entered into, databases. We propose a method for the comparison of profiles arising from two DNA samples, one or both…

Methodology · Statistics 2017-04-12 K. Ryan , D. Gareth Williams , David J. Balding

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

Markov cohort state-transition models have been the standard approach for simulating the prognosis of patients or, more generally, the life trajectories of individuals over a time period. Current approaches for estimating the variance of a…

Applications · Statistics 2022-04-07 Rowan Iskandar , Cassandra Berns

The Poisson log-normal model is a latent variable model that provides a generic framework for the analysis of multivariate count data. Inferring its parameters can be a daunting task since the conditional distribution of the latent…

Computation · Statistics 2026-05-19 Julien Stoehr , Stephane S. Robin

Sampling from multimodal distributions is a challenging task in scientific computing. When a distribution has an exact symmetry between the modes, direct jumps among them can accelerate the samplings significantly. However, the…

Numerical Analysis · Mathematics 2024-01-05 Lexing Ying

In Bayesian phylogenetics, our goal is to estimate the posterior distribution over phylogenetic trees. Markov chain Monte Carlo methods are widely used to approximate the phylogenetic posterior distributions. For large-scale sequence data,…

Methodology · Statistics 2026-05-12 Wentao Yu , Shijia Wang

We study probit regression from a Bayesian perspective and give an alternative form for the posterior distribution when the prior distribution for the regression parameters is the uniform distribution. This new form allows simple Monte…

Methodology · Statistics 2012-03-15 Yuzo Maruyama , William E. Strawderman

Traditional survival analysis techniques focus on the occurrence of failures over the time. During analysis of such events, ignoring the related unobserved covariates or heterogeneity involved in data sample may leads us to adverse…

Methodology · Statistics 2021-12-22 Shikhar Tyagi , Arvind Pandey , David D Hanagal

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

Mendelian randomization (MR) is a natural experimental design based on the random transmission of genes from parents to offspring. However, this inferential basis is typically only implicit or used as an informal justification. As…

Methodology · Statistics 2023-04-19 Matthew J Tudball , George Davey Smith , Qingyuan Zhao

We propose a sequential Markov chain Monte Carlo (SMCMC) algorithm to sample from a sequence of probability distributions, corresponding to posterior distributions at different times in on-line applications. SMCMC proceeds as in usual MCMC…

Statistics Theory · Mathematics 2013-08-20 Yun Yang , David B. Dunson
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